Composite films of P3HT/PCBM-(poly[3-2,5-diyl]/[6,6]-phenyl C 61 butyric acid methyl ester) are widely used as an active layer in plastic solar cells. We have studied the influence of thermal annealing on nano-structural and optical properties of thin spin-coated P3HT/PCBM-films. Their structural properties were studied by X-ray diffraction in grazing incidence geometry. It was found that the crystallinity of the investigated films is drastically increased upon annealing. Furthermore, the anisotropic dielectric function of such films was determined by spectroscopic ellipsometry. Significant changes were observed both in parallel and perpendicular components of the dielectric function after annealing. These changes were attributed to the formation of crystalline domains upon annealing.